+548.2%
XRT vs WAT
+1,005.9%
-457.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | +9.8% | +9.0% | +0.8% | +5.8% |
| 3M | +3.3% | +13.5% | -10.2% | -2.3% |
| 6M | +13.6% | +35.3% | -21.7% | -0.7% |
| YTD | +9.1% | +24.0% | -14.9% | -2.4% |
| 1Y | +15.1% | +22.0% | -6.9% | +3.6% |
| 3Y | +59.9% | +84.0% | -24.1% | +15.3% |
| 5Y | -1.7% | +34.4% | -36.1% | -20.3% |
| 10Y | +141.1% | +231.4% | -90.3% | +24.2% |
| All | +548.2% | +1,005.9% | -457.8% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling